Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-06-01 12.221412 13.991879 15.898983 18.102312 20.573897 23.256953 26.386092
2025-06-08 9.445159 11.806601 14.548778 17.953496 22.051374 26.807679 32.728106
2025-06-15 8.129190 10.750917 13.944384 18.092683 23.307742 29.612868 37.775331
2025-06-22 7.281722 10.124463 13.736277 18.616845 24.987854 32.964445 43.640531
2025-06-29 6.362566 9.255983 13.074171 18.418180 25.629865 34.939426 47.765529
2025-07-06 5.376742 8.173162 12.000885 17.541627 25.258546 35.511670 50.025797
2025-07-13 4.978514 7.857521 11.922891 17.977272 26.635591 38.418914 55.477446
2025-07-20 4.608170 7.536708 11.795298 18.308665 27.855686 41.140346 60.773678
2025-07-27 4.182885 7.085710 11.430425 18.250484 28.488665 43.043476 64.984424
2025-08-03 3.772408 6.613917 10.988093 18.029424 28.845627 44.540738 68.651680
2025-08-10 3.465302 6.275419 10.716785 18.035998 29.521198 46.505183 73.052341
2025-08-17 3.231158 6.033148 10.572846 18.220152 30.460550 48.881110 78.137930
2025-08-24 2.968664 5.724033 10.305517 18.201525 31.102121 50.869720 82.785581
2025-08-31 2.703497 5.384677 9.960624 18.029290 31.483913 52.472067 86.911516
2025-09-07 2.523356 5.178575 9.820097 18.176972 32.373238 54.879224 92.352149
2025-09-14 2.420675 5.105212 9.901178 18.700453 33.899845 58.347607 99.587390
2025-09-21 2.216310 4.818414 9.580692 18.501979 34.197501 59.846766 103.732839
2025-09-28 1.936238 4.355193 8.903022 17.621532 33.273966 59.302207 104.535076
2025-10-05 1.858959 4.290829 8.956962 18.059061 34.649896 62.599511 111.736832
2025-10-12 1.773725 4.201619 8.955898 18.391754 35.851553 65.645272 118.625445
2025-10-19 1.648658 4.016001 8.754109 18.333353 36.344531 67.500765 123.576250
2025-10-26 1.516186 3.800939 8.477229 18.111393 36.522652 68.812945 127.640975
2025-11-02 1.418835 3.653855 8.324840 18.117995 37.116508 70.862650 133.034274